数学物理学报
數學物理學報
수학물이학보
ACTA MATHEMATICA SCIENTIA
2009年
6期
1465-1476
,共12页
线性EV模型%MAR%加权调整最遗憾二乘%相合性%渐近正态性.MR(2000)主题分类%62F12%62G99
線性EV模型%MAR%加權調整最遺憾二乘%相閤性%漸近正態性.MR(2000)主題分類%62F12%62G99
선성EV모형%MAR%가권조정최유감이승%상합성%점근정태성.MR(2000)주제분류%62F12%62G99
Linear errors-in-variables model%Weighted adjust LS estimation%Inverse proba-bility%Consistency%Asymptotic normality.
该文考虑协变量缺失时的多元线性EV模型参数的估计,其中协变量的缺失机制是Rubin(1976)提出的随机缺失(MAR).利用加权调整最小二乘方法给出参数估计,证明了估计的相合性和渐近正态性.数值模拟结果表明所给的估计性态良好.
該文攷慮協變量缺失時的多元線性EV模型參數的估計,其中協變量的缺失機製是Rubin(1976)提齣的隨機缺失(MAR).利用加權調整最小二乘方法給齣參數估計,證明瞭估計的相閤性和漸近正態性.數值模擬結果錶明所給的估計性態良好.
해문고필협변량결실시적다원선성EV모형삼수적고계,기중협변량적결실궤제시Rubin(1976)제출적수궤결실(MAR).이용가권조정최소이승방법급출삼수고계,증명료고계적상합성화점근정태성.수치모의결과표명소급적고계성태량호.
The multivariate linear errors-in-variables model when the regressors are missing at random in the sense of Rubin (1976) is considered in this paper. The weighted adjust LS parameter estimation based on inverse probability is proposed. It is shown that the estimators have consistency and asymptotic normality. Simulations are shown that our estimators perform well.
